+5.0%
KDP vs VIVK
-100.0%
+105.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -1.4% |
| 7D | -1.6% | -7.9% | +6.3% | -1.5% |
| 30D | +9.5% | -42.0% | +51.4% | +9.6% |
| 3M | +2.6% | -92.5% | +95.1% | +3.3% |
| 6M | +15.6% | -98.0% | +113.6% | +16.6% |
| YTD | +17.3% | -97.9% | +115.2% | +17.8% |
| 1Y | +20.1% | -100.0% | +120.1% | +23.2% |
| 3Y | +4.9% | -100.0% | +104.9% | +7.0% |
| 5Y | +5.0% | -100.0% | +105.0% | +6.9% |
| All | +5.0% | -100.0% | +105.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling